Credit Suisse - Business Analyst - Capital Calculations

Business Analyst - Capital Calculations

- In Finance Change we work across the entire CFO division to ensure that we execute the strategic design and implementation of any major changes to our processes and systems. In partnership with our key stakeholders, we work to create cutting-edge business solutions using our deep functional expertise. We aim to deliver strategic initiatives using leading project management and business analysis.

- Credit Suisse is subject to Basel III regulatory requirements from a Swiss Financial Market Supervisory Authority (FINMA), Prudential Regulation Authority (PRA) and Intermediate Holding Company (IHC) perspective. As a part of the overall Basel III program, specific requirements exist around the management and reporting of both exposures and capital that feed into the Capital calculators.

- This is a Business Analyst Role within the Capital Calcs work stream in Pune.

Some responsibilities include :

- Own and execute specific analysis required as a part of the Capital Calc work stream relating to regulatory literature, data and system requirements. Come up with a strong Business Requirement Document to drive EAD calculations

- Demonstrate good knowledge of key Credit Risk, Market Risk and Liquidity Risk regulatory guidelines based capital calculations

- Perform development of prototype on SQL, MS- Access/ Excel to come up with the computed EAD and RWA as per the regulations

- Drive discussions with key stakeholders to confirm requirements investigate noted issues and drive delivery

- Provide input into regular management meetings around the status of the analysis being undertaken, noted issues requiring escalation etc.

- Prepare and develop test plans, cases and scripts for system releases and execute testing

- Execute tasks on a timely basis according to a defined project work plan / project schedule

You Offer :

Required Skills :

- Business Analyst

- Very Strong MS Access, SQL and MS Excel Skills

- Chartered Accountant, MBA, CFA, FRM

- Regulatory Exposure Calculations Experience

- FTB understanding of Investment Banking Trade data flow